|Horizon||30 Days Login to change|
Northern Trust Market Sensitivity
Northern Trust Euro Technical Analysis
Northern Trust Projected Return Density Against MarketAssuming 30 trading days horizon, Northern Trust has beta of 0.0963 . This indicates as returns on market go up, Northern Trust average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Northern Trust Euro Fundamental Idx A will be expected to be much smaller as well. Additionally, Northern Trust Euro Fundamental Idx A has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Northern Trust Return VolatilityNorthern Trust Euro Fundamental Idx A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.